No arbitrage and closure results for trading cones with transaction costs
Saul Jacka; Abdelkarem Berkaoui; Jon Warren
| Year of publication: |
2008
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|---|---|
| Authors: | Jacka, Saul D. ; Berkaoui, Abdelkarem ; Warren, Jon |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 12.2008, 4, p. 583-600
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| Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Arbitrage | Arbitrage Pricing | Arbitrage pricing |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003899281